Weak convergence of stochastic processes : with applications to statistical limit theorems / / Vidyadhar S. Mandrekar

• Autore: Mandrekar V.
• Pubblicazione: Berlin, [Germany] : , : De Gruyter, , 2016; ©2016
• Descrizione fisica: 1 online resource (148 p.)
• Disciplina: 519.2/3
• Soggetto topico: Limit theorems (Probability theory)
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references.
• Nota di contenuto: Frontmatter -- Contents -- 1. Weak convergence of stochastic processes -- 2. Weak convergence in metric spaces -- 3. Weak convergence on C[0, 1] and D[0,∞) -- 4. Central limit theorem for semi-martingales and applications -- 5. Central limit theorems for dependent random variables -- 6. Empirical process -- Bibliography
• Sommario/riassunto: The purpose of this book is to present results on the subject of weak convergence in function spaces to study invariance principles in statistical applications to dependent random variables, U-statistics, censor data analysis. Different techniques, formerly available only in a broad range of literature, are for the first time presented here in a self-contained fashion. Contents:Weak convergence of stochastic processesWeak convergence in metric spacesWeak convergence on C[0, 1] and D[0,∞)Central limit theorem for semi-martingales and applicationsCentral limit theorems for dependent random variablesEmpirical processBibliography
• Titolo autorizzato: Weak convergence of stochastic processes
• ISBN: 3-11-047545-6; 3-11-047631-2
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910818690703321
• Lo trovi qui: Univ. Federico II
• Serie: De Gruyter Textbook